ECBOT 5 Year T-Note Future March 2021


Trading Metrics calculated at close of trading on 27-Nov-2020
Day Change Summary
Previous Current
25-Nov-2020 27-Nov-2020 Change Change % Previous Week
Open 125-275 125-280 0-005 0.0% 125-300
High 125-310 126-000 0-010 0.0% 126-000
Low 125-262 125-278 0-015 0.0% 125-262
Close 125-288 126-000 0-032 0.1% 126-000
Range 0-048 0-042 -0-005 -10.5% 0-058
ATR 0-051 0-051 -0-001 -1.2% 0-000
Volume 1,152,200 415,503 -736,697 -63.9% 5,234,074
Daily Pivots for day following 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 126-113 126-099 126-023
R3 126-071 126-057 126-012
R2 126-028 126-028 126-008
R1 126-014 126-014 126-004 126-021
PP 125-306 125-306 125-306 125-309
S1 125-292 125-292 125-316 125-299
S2 125-263 125-263 125-312
S3 125-221 125-249 125-308
S4 125-178 125-207 125-297
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 126-153 126-134 126-032
R3 126-096 126-077 126-016
R2 126-038 126-038 126-011
R1 126-019 126-019 126-005 126-029
PP 125-301 125-301 125-301 125-306
S1 125-282 125-282 125-315 125-291
S2 125-243 125-243 125-309
S3 125-186 125-224 125-304
S4 125-128 125-167 125-288
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-000 125-262 0-058 0.1% 0-035 0.1% 100% True False 1,149,563
10 126-000 125-220 0-100 0.2% 0-039 0.1% 100% True False 629,175
20 126-088 125-135 0-272 0.7% 0-061 0.2% 68% False False 317,117
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-181
2.618 126-111
1.618 126-069
1.000 126-042
0.618 126-026
HIGH 126-000
0.618 125-304
0.500 125-299
0.382 125-294
LOW 125-278
0.618 125-251
1.000 125-235
1.618 125-209
2.618 125-166
4.250 125-097
Fisher Pivots for day following 27-Nov-2020
Pivot 1 day 3 day
R1 125-313 125-310
PP 125-306 125-301
S1 125-299 125-291

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These figures are updated between 7pm and 10pm EST after a trading day.

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